Título: Functional Equations And Characterization Problems On Locally Compact Abelian Gr | ||
Autor: Feldman Gennadiy | Precio: $990.60 | |
Editorial: European Mathematical Society | Año: 2008 | |
Tema: Matematicas, Ecuaciones, Problemas | Edición: 1ª | |
Sinopsis | ISBN: 9783037190456 | |
This book deals with the characterization of probability distributions. It is well known that both the sum and the difference of two Gaussian independent random variables with equal variance are independent as well. The converse statement was proved independently by M. Kac and S. N. Bernstein. This result is a famous example of a characterization theorem. In general, characterization problems in mathematical statistics are statements in which the description of possible distributions of random variables follows from properties of some functions in these variables. The solution of the corresponding problems is reduced to the solution of some functional equations in the class of continuous positive definite functions defined on the character group of $X$. Group analogs of the Cramer and Marcinkiewicz theorems are also studied. The author is an expert in algebraic probability theory. His comprehensive and self-contained monograph is addressed to mathematicians working in probability theory on algebraic structures, abstract harmonic analysis, and functional equations. The book concludes with comments and unsolved problems that provide further stimulation for future research in the theory. |